This paper presents a generalization of the concept of vector correlation proposed by Escoufier (1973) to the context of time series. For two jointly stationary multivariate stochastic processes { Xt} ...

Learn about the negative correlation coefficient, its significance, comparison with other coefficients, and real-world ...

The past ten years have witnessed the development of handheld and portable tools, which has introduced new valuable analytical capabilities to quality assurance, quality control and manufacturing ...

This paper uses a topic from multivariate analysis, i.e., canonical correlation theory, in the development of a generalized correlation coefficient for simultaneous equation systems. Canonical ...

Leslie Kramer is a writer for Institutional Investor, correspondent for CNBC, journalist for Investopedia, and managing editor for Markets Group. Correlation measures the linear relationship between ...

In semiconductor manufacturing, especially in electrical test data, but also in other parameters, there are often sets of parameters that are very highly correlated. Even a change in the correlation ...

This video takes us from the univariate ACE model to a multivariate ACE model: from ACE to MACE. We begin with a review of the univariate ACE model, and then extend this to two phenotypes as a ...

Summary statistics for full-scale IQ (n=257,828) were obtained from the Social Science Genetic Association Consortium. Genetic correlations between the multivariate GenLang results (blue-green), ...

Correlation coefficients range from -1 to +1, indicating the strength of relationships between variables. Investors use correlation coefficients for portfolio diversification to reduce risk.